HotSpots for 09/11/2018 for $ES $CL $YM $NQ

Daily HotSpots

HotSpots are times during the market trading session that for the past XX days have consistently moved in one direction or the other. These HotSpots are published each morning pre-market. The next day, a results post is also published and weekly a summary post.

CAUTION: This data is under development and provided only for research and teaching purposes

If you have questions about HotSpots you can contact us at info@mrtopstep.com.


Normal

Normal is a straight trading day count. A 5 day normal on a full-trading week would include Monday through Friday. A 5 day normal on a Monday holiday week would be the previous week’s Friday, skip Saturday, Sunday and holiday Monday and then Tuesday through Friday.

Early close days are considered non-trading in our normal count and are therefore skipped also.


09-11-2018 21-normal Entry Exit Trade Profit Profit  
Contract Direction Time Time % % Points HeatMap
CL_F long 1426 1434 81 0.02 1.47  
CL_F short 1037 1103 -81 -0.03 -1.87  
ES_F long 1453 1515 86 0.01 25.00  
ES_F short 1540 1554 -95 -0.01 -34.25  
NQ_F long 1449 1504 81 0.00 32.50  
NQ_F short 1534 1551 -86 -0.02 -125.50  
YM_F long 1433 1446 81 0.01 148.00  
YM_F short 1535 1552 -90 -0.01 -361.00  

Trading dates are:

[“2018-08-10″,”2018-08-13″,”2018-08-14″,”2018-08-15″,”2018-08-16″,”2018-08-17″,”2018-08-20″,”2018-08-21″,”2018-08-22″,”2018-08-23″,”2018-08-24″,”2018-08-27″,”2018-08-28″,”2018-08-29″,”2018-08-30″,”2018-08-31″,”2018-09-04″,”2018-09-05″,”2018-09-06″,”2018-09-07″,”2018-09-10”]

To read this chart using CL_F above, a Long from 14:26 until 14:34 ET has been profitable 81% of the time over the last 21 days.


09-11-2018 13-normal Entry Exit Trade Profit Profit  
Contract Direction Time Time % % Points HeatMap
CL_F long 1246 1304 92 0.01 0.63  
CL_F short 1410 1424 -100 -0.02 -1.33  
ES_F long 1425 1444 100 0.01 18.50  
ES_F short 1540 1554 -92 -0.01 -17.75  
NQ_F long 1316 1324 92 0.01 53.25  
NQ_F short 1056 1108 -92 -0.01 -85.50  
YM_F long 1425 1442 92 0.01 202.00  
YM_F short 1541 1551 -92 -0.01 -143.00  

Trading dates are:

[“2018-08-22″,”2018-08-23″,”2018-08-24″,”2018-08-27″,”2018-08-28″,”2018-08-29″,”2018-08-30″,”2018-08-31″,”2018-09-04″,”2018-09-05″,”2018-09-06″,”2018-09-07″,”2018-09-10”]

To read this chart using CL_F above, a Long from 12:46 until 13:04 ET has been profitable 92% of the time over the last 13 days.


09-11-2018 11-normal Entry Exit Trade Profit Profit  
Contract Direction Time Time % % Points HeatMap
CL_F long 1245 1255 100 0.01 0.65  
CL_F short 1410 1424 -100 -0.02 -1.25  
ES_F long 1425 1444 100 0.01 17.50  
ES_F short 1058 1107 -91 -0.01 -18.00  
NQ_F long 1032 1058 91 0.02 126.25  
NQ_F short 1056 1108 -100 -0.01 -75.50  
YM_F long 1425 1442 91 0.01 200.00  
YM_F short 1541 1551 -91 -0.00 -105.00  

Trading dates are:

[“2018-08-24″,”2018-08-27″,”2018-08-28″,”2018-08-29″,”2018-08-30″,”2018-08-31″,”2018-09-04″,”2018-09-05″,”2018-09-06″,”2018-09-07″,”2018-09-10”]

To read this chart using CL_F above, a Long from 12:45 until 12:55 ET has been profitable 100% of the time over the last 11 days.


09-11-2018 8-normal Entry Exit Trade Profit Profit  
Contract Direction Time Time % % Points HeatMap
CL_F long 1245 1255 100 0.01 0.52  
CL_F short 1400 1424 -100 -0.02 -1.09  
ES_F long 1420 1442 100 0.01 18.25  
ES_F short 1050 1106 -100 -0.00 -10.50  
NQ_F long 1425 1438 100 0.01 73.75  
NQ_F short 1056 1108 -100 -0.01 -63.50  
YM_F long 1425 1449 88 0.01 170.00  
YM_F short 1200 1212 -87 -0.01 -155.00  

Trading dates are:

[“2018-08-29″,”2018-08-30″,”2018-08-31″,”2018-09-04″,”2018-09-05″,”2018-09-06″,”2018-09-07″,”2018-09-10”]

To read this chart using CL_F above, a Long from 12:45 until 12:55 ET has been profitable 100% of the time over the last 8 days.


09-11-2018 5-normal Entry Exit Trade Profit Profit  
Contract Direction Time Time % % Points HeatMap
CL_F long 1301 1327 100 0.01 0.65  
CL_F short 1022 1041 -100 -0.02 -1.09  
ES_F long 1453 1515 100 0.01 15.75  
ES_F short 1203 1227 -100 -0.01 -17.75  
NQ_F long 1309 1333 100 0.01 87.00  
NQ_F short 1201 1228 -100 -0.01 -92.25  
YM_F long 1406 1431 80 0.00 127.00  

Trading dates are:

[“2018-09-04″,”2018-09-05″,”2018-09-06″,”2018-09-07″,”2018-09-10”]

To read this chart using CL_F above, a Long from 13:01 until 13:27 ET has been profitable 100% of the time over the last 5 days.


TaylorPlus

TaylorPlus, unlike the Taylor3 cycle count the TaylorPlus does not use Weekends, Holidays or Early close days as part of the cycle count. TaylorPlus counts finds the 3rd closest “tradeable” day, then the next 3rd until the cycle count is complete. Weekends, holidays and early-close are all considered non-tradeable days and are skipped in the count.


09-11-2018 21-taylorPlus Entry Exit Trade Profit Profit  
Contract Direction Time Time % % Points HeatMap
CL_F long 1057 1108 86 0.01 0.84  
CL_F short 1124 1132 -81 -0.02 -1.09  
ES_F long 1250 1303 90 0.01 27.50  
ES_F short 1543 1554 -86 -0.01 -18.75  
NQ_F long 1207 1230 86 0.01 84.50  
NQ_F short 1305 1328 -81 -0.01 -67.00  
YM_F long 1600 1600 90 0.01 218.00  
YM_F short 1600 1600 -86 -0.01 -222.00  

Trading dates are:

[“2018-06-07″,”2018-06-13″,”2018-06-19″,”2018-06-22″,”2018-06-25″,”2018-06-28″,”2018-07-10″,”2018-07-13″,”2018-07-16″,”2018-07-19″,”2018-07-25″,”2018-07-31″,”2018-08-03″,”2018-08-06″,”2018-08-09″,”2018-08-15″,”2018-08-21″,”2018-08-24″,”2018-08-27″,”2018-08-30″,”2018-09-05”]

To read this chart using CL_F above, a Long from 10:57 until 11:08 ET has been profitable 86% of the time over the last 21 days.


09-11-2018 13-taylorPlus Entry Exit Trade Profit Profit  
Contract Direction Time Time % % Points HeatMap
CL_F long 1155 1213 85 0.01 0.92  
CL_F short 1033 1053 -85 -0.02 -1.45  
ES_F long 1207 1231 92 0.01 26.25  
ES_F short 1544 1553 -85 -0.01 -14.50  
NQ_F long 1201 1225 92 0.01 96.75  
NQ_F short 1349 1415 -85 -0.01 -74.00  
YM_F long 1600 1600 92 0.00 115.00  
YM_F short 1600 1600 -85 -0.00 -106.00  

Trading dates are:

[“2018-07-16″,”2018-07-19″,”2018-07-25″,”2018-07-31″,”2018-08-03″,”2018-08-06″,”2018-08-09″,”2018-08-15″,”2018-08-21″,”2018-08-24″,”2018-08-27″,”2018-08-30″,”2018-09-05”]

To read this chart using CL_F above, a Long from 11:55 until 12:13 ET has been profitable 85% of the time over the last 13 days.


09-11-2018 11-taylorPlus Entry Exit Trade Profit Profit  
Contract Direction Time Time % % Points HeatMap
CL_F long 1145 1203 91 0.02 1.08  
CL_F short 0954 1019 -91 -0.01 -0.97  
ES_F long 1207 1231 100 0.01 24.50  
ES_F short 1358 1420 -82 -0.01 -18.00  
NQ_F long 1157 1220 100 0.02 112.75  
NQ_F short 1322 1336 -91 -0.01 -60.00  
YM_F long 1600 1600 91 0.01 205.00  
YM_F short 1600 1600 -82 -0.00 -96.00  

Trading dates are:

[“2018-07-25″,”2018-07-31″,”2018-08-03″,”2018-08-06″,”2018-08-09″,”2018-08-15″,”2018-08-21″,”2018-08-24″,”2018-08-27″,”2018-08-30″,”2018-09-05”]

To read this chart using CL_F above, a Long from 11:45 until 12:03 ET has been profitable 91% of the time over the last 11 days.


09-11-2018 8-taylorPlus Entry Exit Trade Profit Profit  
Contract Direction Time Time % % Points HeatMap
CL_F long 1133 1159 100 0.01 0.52  
CL_F short 0953 1007 -100 -0.02 -1.15  
ES_F long 1207 1231 100 0.01 17.75  
ES_F short 1444 1453 -100 -0.01 -16.75  
NQ_F long 1154 1220 100 0.01 95.50  
NQ_F short 1101 1109 -100 -0.01 -46.00  
YM_F long 1600 1600 88 0.01 176.00  
YM_F short 1600 1600 -87 -0.01 -156.00  

Trading dates are:

[“2018-08-06″,”2018-08-09″,”2018-08-15″,”2018-08-21″,”2018-08-24″,”2018-08-27″,”2018-08-30″,”2018-09-05”]

To read this chart using CL_F above, a Long from 11:33 until 11:59 ET has been profitable 100% of the time over the last 8 days.


09-11-2018 5-taylorPlus Entry Exit Trade Profit Profit  
Contract Direction Time Time % % Points HeatMap
CL_F long 1142 1203 100 0.01 0.67  
CL_F short 0953 1010 -100 -0.02 -1.05  
ES_F long 1141 1203 100 0.01 18.00  
ES_F short 1442 1503 -100 -0.01 -14.75  
NQ_F long 1137 1203 100 0.01 94.75  
NQ_F short 1058 1124 -100 -0.01 -76.50  
YM_F long 1600 1600 80 0.00 122.00  

Trading dates are:

[“2018-08-21″,”2018-08-24″,”2018-08-27″,”2018-08-30″,”2018-09-05”]

To read this chart using CL_F above, a Long from 11:42 until 12:03 ET has been profitable 100% of the time over the last 5 days.


Taylor3 

Taylor3 uses a 3 day cycle count. On a Friday of a full trading week, the next previous trading day considered would be Tuesday and every 3rd tradeable date before. Weekends, holidays and early closes are skipped as part of the count.

Once the length requirement is filled the analysis begins.


09-11-2018 21-taylor3 Entry Exit Trade Profit Profit  
Contract Direction Time Time % % Points HeatMap
CL_F long 0939 0952 90 0.02 1.55  
CL_F short 1406 1427 -81 -0.03 -1.76  
ES_F long 1142 1156 81 0.01 19.75  
ES_F short 1039 1055 -86 -0.01 -29.75  
NQ_F long 1324 1346 86 0.01 87.00  
NQ_F short 1040 1050 -81 -0.01 -88.50  
YM_F long 1333 1348 86 0.01 236.00  
YM_F short 1039 1053 -90 -0.01 -302.00  

Trading dates are:

[“2018-06-11″,”2018-06-14″,”2018-06-19″,”2018-06-22″,”2018-06-27″,”2018-07-02″,”2018-07-09″,”2018-07-12″,”2018-07-17″,”2018-07-20″,”2018-07-25″,”2018-07-30″,”2018-08-02″,”2018-08-07″,”2018-08-10″,”2018-08-15″,”2018-08-20″,”2018-08-23″,”2018-08-28″,”2018-08-31″,”2018-09-06”]

To read this chart using CL_F above, a Long from 09:39 until 09:52 ET has been profitable 90% of the time over the last 21 days.


09-11-2018 13-taylor3 Entry Exit Trade Profit Profit  
Contract Direction Time Time % % Points HeatMap
CL_F long 1230 1246 92 0.02 1.36  
CL_F short 1406 1427 -100 -0.02 -1.50  
ES_F long 1215 1224 100 0.01 16.50  
ES_F short 1039 1052 -100 -0.01 -28.75  
NQ_F long 1213 1230 92 0.01 86.25  
NQ_F short 1040 1106 -92 -0.02 -114.00  
YM_F long 1213 1225 92 0.01 168.00  
YM_F short 1039 1053 -100 -0.01 -315.00  

Trading dates are:

[“2018-07-17″,”2018-07-20″,”2018-07-25″,”2018-07-30″,”2018-08-02″,”2018-08-07″,”2018-08-10″,”2018-08-15″,”2018-08-20″,”2018-08-23″,”2018-08-28″,”2018-08-31″,”2018-09-06”]

To read this chart using CL_F above, a Long from 12:30 until 12:46 ET has been profitable 92% of the time over the last 13 days.


09-11-2018 11-taylor3 Entry Exit Trade Profit Profit  
Contract Direction Time Time % % Points HeatMap
CL_F long 1330 1343 100 0.01 0.93  
CL_F short 1406 1427 -100 -0.02 -1.20  
ES_F long 1215 1224 100 0.00 10.75  
ES_F short 1040 1053 -100 -0.01 -34.50  
NQ_F long 1216 1231 100 0.01 46.00  
NQ_F short 1040 1053 -100 -0.02 -147.50  
YM_F long 1205 1225 91 0.01 170.00  
YM_F short 1041 1053 -100 -0.01 -316.00  

Trading dates are:

[“2018-07-25″,”2018-07-30″,”2018-08-02″,”2018-08-07″,”2018-08-10″,”2018-08-15″,”2018-08-20″,”2018-08-23″,”2018-08-28″,”2018-08-31″,”2018-09-06”]

To read this chart using CL_F above, a Long from 13:30 until 13:43 ET has been profitable 100% of the time over the last 11 days.


09-11-2018 8-taylor3 Entry Exit Trade Profit Profit  
Contract Direction Time Time % % Points HeatMap
CL_F long 1321 1343 100 0.02 1.08  
CL_F short 1406 1427 -100 -0.01 -0.95  
ES_F long 1452 1517 100 0.01 18.50  
ES_F short 1041 1053 -100 -0.01 -25.25  
NQ_F long 1159 1220 100 0.01 64.00  
NQ_F short 1040 1053 -100 -0.02 -118.00  
YM_F long 1455 1518 100 0.01 179.00  
YM_F short 1041 1053 -100 -0.01 -212.00  

Trading dates are:

[“2018-08-07″,”2018-08-10″,”2018-08-15″,”2018-08-20″,”2018-08-23″,”2018-08-28″,”2018-08-31″,”2018-09-06”]

To read this chart using CL_F above, a Long from 13:21 until 13:43 ET has been profitable 100% of the time over the last 8 days.


09-11-2018 5-taylor3 Entry Exit Trade Profit Profit  
Contract Direction Time Time % % Points HeatMap
CL_F long 1321 1343 100 0.01 0.62  
CL_F short 1114 1140 -100 -0.02 -1.12  
ES_F long 1454 1517 100 0.00 12.25  
ES_F short 1030 1053 -100 -0.01 -20.25  
NQ_F long 1304 1325 100 0.01 42.25  
NQ_F short 1029 1053 -100 -0.01 -76.00  
YM_F long 0936 1002 100 0.01 164.00  
YM_F short 1041 1106 -100 -0.01 -188.00  

Trading dates are:

[“2018-08-20″,”2018-08-23″,”2018-08-28″,”2018-08-31″,”2018-09-06”]

To read this chart using CL_F above, a Long from 13:21 until 13:43 ET has been profitable 100% of the time over the last 5 days.